Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin, Azhar Mohamad, Imtiaz Mohammad Sifat
| Year of publication: |
2021
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|---|---|
| Authors: | Najmi Ismail Murad Samsudin ; Mohamad, Azhar ; Sifat, Imtiaz |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 464-479
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| Subject: | Bursa Malaysia | Derivatives | Implied volatility | Information content | Stock exchange of Thailand | Structured warrants | Volatilität | Volatility | Thailand | Malaysia | Derivat | Derivative | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Börsenhandel | Stock exchange trading | Informationswert | Information value | Optionsgeschäft | Option trading | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.03.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655531